+1,668.8%
AVGO vs PDD
+203.8%
+1,465.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.0% | +11.8% | +9.2% |
| 7D | -0.9% | -1.4% | +0.6% | -0.8% |
| 30D | -11.6% | -1.0% | -10.6% | -11.6% |
| 3M | -25.2% | -12.3% | -12.9% | -24.0% |
| 6M | -25.4% | -18.5% | -6.9% | -23.7% |
| YTD | -7.2% | -29.0% | +21.8% | -3.3% |
| 1Y | -7.9% | -40.7% | +32.8% | -1.5% |
| 3Y | +262.1% | -25.7% | +287.8% | +264.4% |
| 5Y | +525.7% | -3.3% | +529.0% | +465.1% |
| All | +1,668.8% | +203.8% | +1,465.0% | +1,095.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling